LUP Statistics

Record

Title

Are GARCH models necessary for Expected Shortfall?

Type

Student Paper

Publ. year

2017

Author/s

Berggren, Erik

Department/s

Department of Statistics

In LUP since

2017-02-10

Total	This Year	This Month
1144	43	5

Downloads per country

Sweden	211 (18%)
Germany	110 (10%)
United Kingdom of Great Britain and Northern Ireland	83 (7%)
Netherlands (Kingdom of the)	81 (7%)
United States of America	77 (7%)
Poland	42 (4%)
Italy	38 (3%)
France	34 (3%)
Denmark	32 (3%)
Indonesia	28 (2%)
Switzerland	27 (2%)
China	24 (2%)
Canada	22 (2%)
South Africa	15 (1%)
Spain	14 (1%)
Australia	13 (1%)
Tunisia	13 (1%)
Hong Kong (China)	12 (1%)
India	12 (1%)
Russian Federation	11 (1%)
Malaysia	11 (1%)
Greece	11 (1%)
Kenya	10 (1%)
Brazil	10 (1%)
Nigeria	8 (1%)
Taiwan (China)	8 (1%)
Belgium	7 (1%)
Austria	7 (1%)
Slovakia	7 (1%)
Finland	7 (1%)
Unknown	7 (1%)
Mexico	7 (1%)
Ghana	6 (1%)
Japan	6 (1%)
Portugal	6 (1%)
Turkiye	6 (1%)
Morocco	6 (1%)
Ireland	6 (1%)
Ukraine	5 (0%)
Zimbabwe	5 (0%)
South Korea	5 (0%)
Singapore	5 (0%)
Mauritius	5 (0%)
Viet Nam	5 (0%)
Norway	5 (0%)
Czechia	4 (0%)
Hungary	4 (0%)
Mongolia	4 (0%)
Philippines	4 (0%)
Iran	4 (0%)
Colombia	4 (0%)
New Zealand	3 (0%)
Peru	3 (0%)
Saudi Arabia	3 (0%)
Bolivia	3 (0%)
Algeria	3 (0%)
Egypt	3 (0%)
Romania	2 (0%)
Cyprus	2 (0%)
Syrian Arab Republic	2 (0%)
Cote d'Ivoire	2 (0%)
Thailand	2 (0%)
Pakistan	2 (0%)
Bangladesh	2 (0%)
Chile	2 (0%)
Sri Lanka	1 (0%)
Bulgaria	1 (0%)
Iraq	1 (0%)
Belarus	1 (0%)
Macedonia	1 (0%)
Argentina	1 (0%)
Botswana	1 (0%)
Lebanon	1 (0%)
Bosnia and Herzegovina	1 (0%)
Croatia	1 (0%)
Luxembourg	1 (0%)
Costa Rica	1 (0%)
Lithuania	1 (0%)
Estonia	1 (0%)
Ethiopia	1 (0%)